+191.7%
CHD vs VT
+224.4%
-32.7%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.1% |
| 7D | 0.0% | -0.7% | +0.7% | +0.2% |
| 30D | +12.2% | -1.7% | +13.9% | +12.7% |
| 3M | +9.3% | -2.3% | +11.6% | +10.0% |
| 6M | +24.3% | +1.5% | +22.7% | +23.3% |
| YTD | +34.9% | +12.0% | +22.8% | +29.3% |
| 1Y | +32.7% | +12.9% | +19.8% | +26.9% |
| 3Y | +29.4% | +74.9% | -45.5% | +4.5% |
| 5Y | +31.7% | +59.9% | -28.2% | +9.1% |
| 10Y | +191.7% | +224.6% | -32.9% | +66.2% |
| All | +191.7% | +224.4% | -32.7% | +66.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling